Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 171 CHF | 495 671 CHF | 100,00% | 100,00% |
14/08/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 359 CHF | 495 859 CHF | 99,50% | 99,50% |
13/08/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 751 CHF | 492 251 CHF | 100,00% | 100,00% |
12/08/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 034 CHF | 493 534 CHF | 99,60% | 99,60% |
09/08/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 295 CHF | 492 795 CHF | 100,00% | 100,00% |
08/08/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 076 CHF | 492 576 CHF | 99,99% | 99,99% |
07/08/2024 | 0,30% | 99,20 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 133 CHF | 494 633 CHF | 100,00% | 100,00% |
06/08/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 091 CHF | 492 591 CHF | 99,98% | 99,98% |
02/08/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 445 CHF | 492 945 CHF | 100,00% | 100,00% |
31/07/2024 | 0,98% | 99,60 % | 100,10 % | 500 000 | 500 000 | 283 969 | 283 969 | 283 006 CHF | 284 666 CHF | 61,82% | 61,82% |